IV. (20 points) Prut-Call Parity and Arbitrage European call and put options with a strike price of 3100 will eipire in one year The underlying stock is seiling for $102 currently ated pwos no cash dishdend during the lifte of option is $15.00. Please atwwer the fotlowing quentsons. 1. Calculate the price of the put option under the put-call parity. 2. If the actual price of the pot is 55.0, is there an atbitrage oppoctunity? If yer, please demonatrate how yos shoald execute the arbitrawe transaction. Please follow the anprosch and formatas discussed in class to fill up the hilanks in the table below, where Sr is the stock price at maturity. 3. How much is the net profit